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LFCS Seminar: Benny van Houdt

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Fast Algorithms for Solving Structured Markov Chains: Theory and Software

  • LFCS Seminar
When May 07, 2010
from 10:30 AM to 11:30 AM
Where G.03
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In this talk we introduce a number of well-studied classes of structured Markov chains of infinite size that are often used in the areas of queueing theory, communication networks, etc. They include Quasi-Birth-Death Markov chains, M/G/1-type and GI/M/1-type Markov chains, tree-structured Markov chains and more. The focus of this talk will be on the development and implementation of fast algorithms to compute a number of fundamental matrices that form the key step in determining of the steady state vector of these Markov chains. Some links with 1-counter automata, recursive Markov chains, probabilistic push down systems and branching processes are also discussed.

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